Confidence ellipsoids for regression coefficients by observations from a mixture
Volume 5, Issue 2 (2018), pp. 225–245
Pub. online: 4 June 2018
Type: Research Article
Open Access
Received
29 January 2018
29 January 2018
Revised
16 May 2018
16 May 2018
Accepted
19 May 2018
19 May 2018
Published
4 June 2018
4 June 2018
Abstract
Confidence ellipsoids for linear regression coefficients are constructed by observations from a mixture with varying concentrations. Two approaches are discussed. The first one is the nonparametric approach based on the weighted least squares technique. The second one is an approximate maximum likelihood estimation with application of the EM-algorithm for the estimates calculation.
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